-35.6%
FSLR vs VSH
+97.1%
-132.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.4% | -2.1% |
| 7D | -12.0% | +26.2% | -38.2% | -17.9% |
| 30D | -7.7% | -12.5% | +4.8% | -5.0% |
| 3M | -24.0% | -16.9% | -7.1% | -21.4% |
| 6M | -24.4% | -17.0% | -7.5% | -20.8% |
| YTD | -34.0% | +93.8% | -127.9% | -47.3% |
| 1Y | -35.6% | +99.3% | -134.9% | -48.5% |
| All | -35.6% | +97.1% | -132.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling